布林线指标的python技术实现

quant001

布林线(BOLL)由约翰布林先生创造，其利用统计原理，求出股价的标准差及其信赖区间，从而确定股价的波动范围及未来走势，利用波带显示股价的安全高低价位，因而也被称为布林带。其上下限范围不固定，随股价的滚动而变化。布林指标和麦克指标MIKE一样同属路径指标，股价波动在上限和下限的区间之内，这条带状区的宽窄，随着股价波动幅度的大小而变化，股价涨跌幅度加大时，带状区变宽，涨跌幅度狭小盘整时，带状区则变窄。

计算公式

中轨线=N日的移动平均线
上轨线=中轨线+两倍的标准差
下轨线=中轨线－两倍的标准差

1. ################ Bollinger Bands #############################
   
2. 
   
3. # Load the necessary packages and modules
   
4. import pandas as pd
   
5. import pandas.io.data as web
   
6. 
   
7. # Compute the Bollinger Bands
   
8. def BBANDS(data, ndays):
   
9. 
   
10. MA = pd.Series(pd.rolling_mean(data['Close'], ndays))
    
11. SD = pd.Series(pd.rolling_std(data['Close'], ndays))
    
12. 
    
13. b1 = MA + (2 * SD)
    
14. B1 = pd.Series(b1, name = 'Upper BollingerBand')
    
15. data = data.join(B1)
    
16. 
    
17. b2 = MA - (2 * SD)
    
18. B2 = pd.Series(b2, name = 'Lower BollingerBand')
    
19. data = data.join(B2)
    
20. 
    
21. return data
    
22. 
    
23. # Retrieve the Nifty data from Yahoo finance:
    
24. data = web.DataReader('^NSEI',data_source='yahoo',start='1/1/2010', end='1/1/2016')
    
25. data = pd.DataFrame(data)
    
26. 
    
27. # Compute the Bollinger Bands for NIFTY using the 50-day Moving average
    
28. n = 50
    
29. NIFTY_BBANDS = BBANDS(data, n)
    
30. print(NIFTY_BBANDS)
    
31. 
    

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